OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach
Linh Nguyen, Thanaset Chevapatrakul, Kai Yao
Journal of Empirical Finance (2020) Vol. 58, pp. 333-355
Open Access | Times Cited: 63

Showing 26-50 of 63 citing articles:

The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis
Muhammad Anas, Syed Jawad Hussain Shahzad, Larisa Yarovaya
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 2

Bitcoin spillovers: A high‐frequency cross‐asset analysis
Minhao Leong, Simon Kwok
Financial Review (2024)
Open Access | Times Cited: 2

Causal relationship among cryptocurrencies: A conditional quantile approach
Myeong Jun Kim, Canh Phuc Nguyen, Sung Y. Park
Finance research letters (2020) Vol. 42, pp. 101879-101879
Closed Access | Times Cited: 20

On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
Weihao Han, David Newton, Emmanouil Platanakis, et al.
European Financial Management (2023) Vol. 30, Iss. 3, pp. 1125-1164
Open Access | Times Cited: 6

Dynamic large financial networks via conditional expected shortfalls
Giovanni Bonaccolto, Massimiliano Caporin, Bertrand Maillet
European Journal of Operational Research (2021) Vol. 298, Iss. 1, pp. 322-336
Open Access | Times Cited: 14

A multiscale analysis of returns and volatility spillovers in cryptocurrency markets: A post-COVID perspective
Andrew Phiri, Izunna Anyikwa
Investment Analysts Journal (2024), pp. 1-21
Open Access | Times Cited: 1

Navigating Median and Extreme Volatility in Stock Markets: Implications for Portfolio Strategies
Muhammad Abubakr Naeem
International Review of Economics & Finance (2024) Vol. 95, pp. 103507-103507
Open Access | Times Cited: 1

Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies
Carlos Esparcia, Tarek Fakhfakh, Francisco Jareño, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1

Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach
Zhi Su, Peng Liu, Fang Tong
The Quarterly Review of Economics and Finance (2022) Vol. 84, pp. 229-242
Closed Access | Times Cited: 6

Price risk connectedness in the principal olive oil markets of the EU
Panos Fousekis
The Journal of Economic Asymmetries (2022) Vol. 26, pp. e00258-e00258
Closed Access | Times Cited: 6

A Bayesian approach for the determinants of bitcoin returns
Theodore Panagiotidis, Georgios Papapanagiotou, Thanasis Stengos
International Review of Financial Analysis (2023) Vol. 91, pp. 103038-103038
Closed Access | Times Cited: 3

Tail price risk spillovers along the US beef and pork supply chains
Panos Fousekis, Dimitra Tzaferi
Australian Journal of Agricultural and Resource Economics (2021) Vol. 66, Iss. 2, pp. 383-399
Open Access | Times Cited: 8

Hedging and Evaluating Tail Risks via Two Novel Options Based on Type II Extreme Value Distribution
Hang Lin, Lixin Liu, Zhengjun Zhang
Symmetry (2021) Vol. 13, Iss. 9, pp. 1630-1630
Open Access | Times Cited: 7

Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions
Panos Fousekis, Vasilis Grigoriadis
Economic Modelling (2021) Vol. 106, pp. 105691-105691
Closed Access | Times Cited: 7

Quantile prediction for Bitcoin returns using financial assets’ realized measures
Tabito Kawakami
Finance research letters (2023) Vol. 55, pp. 103843-103843
Closed Access | Times Cited: 2

Higher moment connectedness of cryptocurrencies: a time-frequency approach
Kingstone Nyakurukwa, Yudhvir Seetharam
Journal of Economics and Finance (2023) Vol. 47, Iss. 3, pp. 793-814
Open Access | Times Cited: 2

FUTURES PRICES LINKAGES IN THE US SOYBEAN COMPLEX
Panos Fousekis
Applied Finance Letters (2023) Vol. 12, Iss. 1, pp. 119-130
Open Access | Times Cited: 2

The role of long‐ and short‐run correlation networks in international portfolio selection
Mengting Li, Qifa Xu, Cuixia Jiang, et al.
International Journal of Finance & Economics (2023) Vol. 29, Iss. 3, pp. 3147-3176
Closed Access | Times Cited: 2

How does fear spread across asset classes? Evidence from quantile connectedness
Panos Fousekis
Studies in Economics and Finance (2023) Vol. 41, Iss. 2, pp. 365-388
Closed Access | Times Cited: 2

Modeling global real economic activity: Evidence from variable selection across quantiles
Mikhail Stolbov, Maria Shchepeleva
The Journal of Economic Asymmetries (2021) Vol. 25, pp. e00238-e00238
Closed Access | Times Cited: 5

Tail connectedness: Measuring the volatility connectedness network of equity markets during crises
Tingting Cheng, Fei Liu, Junli Liu, et al.
Pacific-Basin Finance Journal (2024) Vol. 87, pp. 102497-102497
Closed Access

Interdependence and Risk Transmission Among Currencies and Equity Markets: Asymmetric Time-Frequency Analysis
Musefiu A. Adeleke, Adeolu O. Adewuyi, Ibrahim A. Adeleke
(2024)
Closed Access

Extreme Risk Spillovers From US Soybean Futures Market to China's Soybean‐Linked Futures Markets
Sisi Qin, Wee‐Yeap Lau
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1735-1749
Open Access

A non-linear Lasso and explainable LSTM approach for estimating tail risk interconnectedness
Tuhin Subhra De, Madeti Karthikeya, Sujoy Bhattacharya
Applied Economics (2024), pp. 1-15
Open Access

Financial Modelling System Using Deep Neural Networks (DNNs) for Financial Risk Assessments
Hafiz Muhammad Naveed, Yanchun Pan, Bilal Ahmed Memon, et al.
International Social Science Journal (2024)
Closed Access

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